Bnp Paribas Arbitrage, Snc

Bnp Paribas Arbitrage, Snc as of March 31, 2012

Portfolio Holdings for Bnp Paribas Arbitrage, Snc

Bnp Paribas Arbitrage, Snc holds 54 positions in its portfolio as reported in the March 2012 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Mylan Inc note 3.750% 9/1 14.2 $4.3B 23M 187.25
Ingersoll-rand Global Hldg C debt 10.0 $3.0B 13M 231.63
Holdings Inc Note 5.25 7.7 $2.3B 12M 192.62
CUBIST PHARM CONVERTIBLE security 7.0 $2.1B 13M 159.62
Microchip Technology Inc sdcv 2.125%12/1 5.3 $1.6B 12M 138.00
Netapp Inc note 1.750% 6/0 4.8 $1.4B 10M 144.88
ACTUANT CORP CONVERTIBLE security 4.4 $1.3B 9.0M 146.12
Equinix Inc note 4.750% 6/1 4.3 $1.3B 6.5M 200.00
Gilead Sciences conv 4.2 $1.3B 10M 127.75
Liberty Media Corp New deb 3.125% 3/3 4.0 $1.2B 10M 120.75
Micron Technology Inc note 4.250%10/1 3.8 $1.2B 7.0M 165.12
Mgm Mirage conv 2.9 $860M 8.1M 105.87
Newmont Mining Corp Cvt cv bnd 2.7 $822M 6.3M 131.50
Cadence Design Sys Cvt 2.625 6 convert 2.7 $814M 4.9M 166.12
Cemex Sab conv 2.5 $752M 8.0M 94.00
Health Care Reit Inc note 3.000%12/0 2.0 $607M 5.3M 114.25
Helix Energy Solutions note 1.4 $426M 4.0M 105.50
Nuance Communications Inc dbcv 2.750% 8/1 1.4 $411M 2.8M 145.62
Home Inns & Hotels Mgmt Inc note 2.000%12/1 1.3 $387M 5.1M 76.50
James River Coal 4.5% 2015 conv 1.3 $381M 6.8M 56.00
Dendreon Corp note 1.2 $360M 4.5M 80.00
Lucent Technologies Inc dbcv 2.750% 6/1 0.9 $263M 3.2M 83.00
D R Horton Inc note 2.000% 5/1 0.9 $259M 2.0M 129.25
Goodrich Pete Corp note 5.000%10/0 0.9 $260M 2.6M 98.50
Covanta Holding Conv conv bnd 0.9 $258M 2.2M 114.87
Micron Technology Inc Mu Cvt 1 convert 0.8 $226M 2.3M 98.75
Hologic Inc cnv 0.6 $194M 2.0M 99.37
Amgen Inc note 0.375% 2/0 0.6 $179M 1.8M 102.25
Dryships Inc. note 5.000%12/0 0.6 $170M 2.0M 85.00
Danaher Corp Del debt 0.5 $161M 991k 162.75
Level 3 Communications Inc note 6.500%10/0 0.5 $160M 1.0M 160.00
Medivation Inc note 2.625% 4/0 0.4 $132M 1.3M 105.62
Allegheny Technologies Inc note 4.250% 6/0 0.4 $122M 979k 124.63
Intel Corp sdcv 0.4 $116M 1.0M 115.00
Arvinmeritor Inc frnt 4.625% 3/0 0.4 $111M 1.2M 91.25
Invacare Corp note 0.4 $110M 1.0M 109.50
Advanced Micro Devices Inc note 5.750% 8/1 0.3 $97M 952k 101.38
Northgate Minerals Corp note 3.500%10/0 0.3 $92M 835k 110.12
Bpz Resources Inc bond 0.3 $91M 1.0M 91.38
Affiliated Managers Group note 3.950% 8/1 0.2 $73M 663k 110.00
Nuvasive Inc. conv 0.1 $42M 496k 85.25
Navistar Intl Corp New note 3.000%10/1 0.1 $28M 250k 110.25
Exterran Hldgs Inc note 4.250% 6/1 0.1 $25M 250k 99.75
Golden Star Res Ltd Cda dbcv 4.000%11/3 0.1 $25M 250k 98.88
Knight Capital Group Inc. 3.50% dbcv 0.1 $17M 182k 95.63
Newmont Mining Corp note 1.250% 7/1 0.1 $14M 111k 126.00
Hologic Inc frnt 2.000%12/1 0.1 $14M 115k 118.00
Kkr Financial Hldgs Llc note 7.000% 7/1 0.0 $13M 125k 101.00
Brookdale Senior Living note 0.0 $12M 124k 93.37
Charles Riv Labs Intl Inc note 2.250% 6/1 0.0 $8.6M 85k 100.75
Cal Dive Intl Inc note 3.250%12/1 0.0 $2.0M 20k 101.00
Live Nation Entertainment In note 2.875% 7/1 0.0 $2.9M 30k 95.63
Mcmoran Exploration Co note 5.250%10/0 0.0 $4.1M 40k 101.62
Cubist Pharmaceuticals Inc note 2.250% 6/1 0.0 $429k 3.0k 143.00